The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- A large covariance matrix estimator under intermediate spikiness regimes (Q2293542) (← links)
- Closed-form expression for finite predictor coefficients of multivariate ARMA processes (Q2293543) (← links)
- Measures of goodness of fit obtained by almost-canonical transformations on Riemannian manifolds (Q2293544) (← links)
- Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data (Q2293546) (← links)
- On the computation of Wasserstein barycenters (Q2293547) (← links)
- Simultaneous confidence band for stationary covariance function of dense functional data (Q2293548) (← links)
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series (Q2306269) (← links)
- Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility (Q2306270) (← links)
- Bivariate distributions with ordered marginals (Q2306272) (← links)
- On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (Q2306273) (← links)
- Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses (Q2306275) (← links)
- Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid (Q2306277) (← links)
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate (Q2306279) (← links)
- Bernoulli vector autoregressive model (Q2306280) (← links)
- Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
- Adaptive estimation for varying coefficient models (Q2348441) (← links)
- Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup (Q2348442) (← links)
- Maximum entropy copula with given diagonal section (Q2348443) (← links)
- Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
- SCAD-penalized regression for varying-coefficient models with autoregressive errors (Q2348446) (← links)
- On singular value distribution of large-dimensional autocovariance matrices (Q2348447) (← links)
- Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448) (← links)
- Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions (Q2348449) (← links)
- Matrix variate slash distribution (Q2348451) (← links)
- Maximal coupling of empirical copulas for discrete vectors (Q2348452) (← links)
- A new test for part of high dimensional regression coefficients (Q2348453) (← links)
- Preface to special issue on high-dimensional dependence and copulas (Q2350034) (← links)
- Sampling, conditionalizing, counting, merging, searching regular vines (Q2350035) (← links)
- Truncation of vine copulas using fit indices (Q2350036) (← links)
- Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
- Structured factor copula models: theory, inference and computation (Q2350038) (← links)
- Spatial composite likelihood inference using local C-vines (Q2350040) (← links)
- Univariate conditioning of vine copulas (Q2350041) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- On an interaction function for copulas (Q2350043) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045) (← links)
- On aggregation sets and lower-convex sets (Q2350046) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity (Q2350048) (← links)
- Testing homogeneity of mean vectors under heteroscedasticity in high-dimension (Q2350049) (← links)
- Contributions to the diagonal expansion of a bivariate copula with continuous extensions (Q2350050) (← links)
- A mixed model for complete three or higher-way layout with two random effects factors (Q2350051) (← links)
- The random matrix regime of Maronna's M-estimator with elliptically distributed samples (Q2350052) (← links)
- High-dimensional tests for spherical location and spiked covariance (Q2350053) (← links)
- Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration (Q2350054) (← links)
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
- Data driven smooth test of comparison for dependent sequences (Q2350057) (← links)
- Consistency and asymptotic normality for a nonparametric prediction under measurement errors (Q2350058) (← links)
- Estimating the parameters of multiple chirp signals (Q2350059) (← links)
